68 resultados para Multivariate statistics


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Background: Robot-mediated therapies offer entirely new approaches to neurorehabilitation. In this paper we present the results obtained from trialling the GENTLE/S neurorehabilitation system assessed using the upper limb section of the Fugl-Meyer ( FM) outcome measure. Methods: We demonstrate the design of our clinical trial and its results analysed using a novel statistical approach based on a multivariate analytical model. This paper provides the rational for using multivariate models in robot-mediated clinical trials and draws conclusions from the clinical data gathered during the GENTLE/S study. Results: The FM outcome measures recorded during the baseline ( 8 sessions), robot-mediated therapy ( 9 sessions) and sling-suspension ( 9 sessions) was analysed using a multiple regression model. The results indicate positive but modest recovery trends favouring both interventions used in GENTLE/S clinical trial. The modest recovery shown occurred at a time late after stroke when changes are not clinically anticipated. Conclusion: This study has applied a new method for analysing clinical data obtained from rehabilitation robotics studies. While the data obtained during the clinical trial is of multivariate nature, having multipoint and progressive nature, the multiple regression model used showed great potential for drawing conclusions from this study. An important conclusion to draw from this paper is that this study has shown that the intervention and control phase both caused changes over a period of 9 sessions in comparison to the baseline. This might indicate that use of new challenging and motivational therapies can influence the outcome of therapies at a point when clinical changes are not expected. Further work is required to investigate the effects arising from early intervention, longer exposure and intensity of the therapies. Finally, more function-oriented robot-mediated therapies or sling-suspension therapies are needed to clarify the effects resulting from each intervention for stroke recovery.

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Researchers in the rehabilitation engineering community have been designing and developing a variety of passive/active devices to help persons with limited upper extremity function to perform essential daily manipulations. Devices range from low-end tools such as head/mouth sticks to sophisticated robots using vision and speech input. While almost all of the high-end equipment developed to date relies on visual feedback alone to guide the user providing no tactile or proprioceptive cues, the “low-tech” head/mouth sticks deliver better “feel” because of the inherent force feedback through physical contact with the user's body. However, the disadvantage of a conventional head/mouth stick is that it can only function in a limited workspace and the performance is limited by the user's strength. It therefore seems reasonable to attempt to develop a system that exploits the advantages of the two approaches: the power and flexibility of robotic systems with the sensory feedback of a headstick. The system presented in this paper reflects the design philosophy stated above. This system contains a pair of master-slave robots with the master being operated by the user's head and the slave acting as a telestick. Described in this paper are the design, control strategies, implementation and performance evaluation of the head-controlled force-reflecting telestick system.

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A 24-member ensemble of 1-h high-resolution forecasts over the Southern United Kingdom is used to study short-range forecast error statistics. The initial conditions are found from perturbations from an ensemble transform Kalman filter. Forecasts from this system are assumed to lie within the bounds of forecast error of an operational forecast system. Although noisy, this system is capable of producing physically reasonable statistics which are analysed and compared to statistics implied from a variational assimilation system. The variances for temperature errors for instance show structures that reflect convective activity. Some variables, notably potential temperature and specific humidity perturbations, have autocorrelation functions that deviate from 3-D isotropy at the convective-scale (horizontal scales less than 10 km). Other variables, notably the velocity potential for horizontal divergence perturbations, maintain 3-D isotropy at all scales. Geostrophic and hydrostatic balances are studied by examining correlations between terms in the divergence and vertical momentum equations respectively. Both balances are found to decay as the horizontal scale decreases. It is estimated that geostrophic balance becomes less important at scales smaller than 75 km, and hydrostatic balance becomes less important at scales smaller than 35 km, although more work is required to validate these findings. The implications of these results for high-resolution data assimilation are discussed.

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The background error covariance matrix, B, is often used in variational data assimilation for numerical weather prediction as a static and hence poor approximation to the fully dynamic forecast error covariance matrix, Pf. In this paper the concept of an Ensemble Reduced Rank Kalman Filter (EnRRKF) is outlined. In the EnRRKF the forecast error statistics in a subspace defined by an ensemble of states forecast by the dynamic model are found. These statistics are merged in a formal way with the static statistics, which apply in the remainder of the space. The combined statistics may then be used in a variational data assimilation setting. It is hoped that the nonlinear error growth of small-scale weather systems will be accurately captured by the EnRRKF, to produce accurate analyses and ultimately improved forecasts of extreme events.

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Internal risk management models of the kind popularized by J. P. Morgan are now used widely by the world’s most sophisticated financial institutions as a means of measuring risk. Using the returns on three of the most popular futures contracts on the London International Financial Futures Exchange, in this paper we investigate the possibility of using multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models for the calculation of minimum capital risk requirements (MCRRs). We propose a method for the estimation of the value at risk of a portfolio based on a multivariate GARCH model. We find that the consideration of the correlation between the contracts can lead to more accurate, and therefore more appropriate, MCRRs compared with the values obtained from a univariate approach to the problem.

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In 2007, the Atmospheric Radiation Measurement (ARM) Mobile Facility (AMF) was operated for a nine-month period in the Murg Valley, Black Forest, Germany, in support of the Convective and Orographically-induced Precipitation Study (COPS). The synergy of AMF and COPS partner instrumentation was exploited to derive a set of high-quality thermodynamic and cloud property profiles with 30 s resolution. In total, clouds were present 72% of the time, with multi-layer mixed phase (28.4%) and single-layer water clouds (11.3%) occurring most frequently. A comparison with the Cloudnet sites Chilbolton and Lindenberg for the same time period revealed that the Murg Valley exhibits lower liquid water paths (LWPs; median = 37.5 g m−2) compared to the two sites located in flat terrain. In order to evaluate the derived thermodynamic and cloud property profiles, a radiative closure study was performed with independent surface radiation measurements. In clear sky, average differences between calculated and observed surface fluxes are less than 2% and 4% for the short wave and long wave part, respectively. In cloudy situations, differences between simulated and observed fluxes, particularly in the short wave part, are much larger, but most of these can be related to broken cloud situations. The daytime cloud radiative effect (CRE), i.e. the difference of cloudy and clear-sky net fluxes, has been analysed for the whole nine-month period. For overcast, single-layer water clouds, sensitivity studies revealed that the CRE uncertainty is likewise determined by uncertainties in liquid water content and effective radius. For low LWP clouds, CRE uncertainty is dominated by LWP uncertainty; therefore refined retrievals, such as using infrared and/or higher microwave frequencies, are needed.

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The statistics of cloud-base vertical velocity simulated by the non-hydrostatic mesoscale model AROME are compared with Cloudnet remote sensing observations at two locations: the ARM SGP site in Central Oklahoma, and the DWD observatory at Lindenberg, Germany. The results show that, as expected, AROME significantly underestimates the variability of vertical velocity at cloud-base compared to observations at their nominal resolution; the standard deviation of vertical velocity in the model is typically 4-6 times smaller than observed, and even more during the winter at Lindenberg. Averaging the observations to the horizontal scale corresponding to the physical grid spacing of AROME (2.5 km) explains 70-80% of the underestimation by the model. Further averaging of the observations in the horizontal is required to match the model values for the standard deviation in vertical velocity. This indicates an effective horizontal resolution for the AROME model of at least 4 times the physically-defined grid spacing. The results illustrate the need for special treatment of sub-grid scale variability of vertical velocities in kilometer-scale atmospheric models, if processes such as aerosol-cloud interactions are to be included in the future.